Luca Garbi

Selected work

Projects

Physics simulations, quantitative finance experiments and a bachelor thesis in integrated quantum optics. Handle with care.

2020

ELETTRA Synchrotron Simulation

Simple simulation of the ELETTRA Synchrotron in Trieste, Italy.

1 fileAccelerator physicsPython
2019

MC & QMC methods in Finance

Monte Carlo and Quasi-Monte Carlo methods for European and Asian options pricing.

1 fileQuantitative financeMonte Carlo
2018

Commodities and Equity Futures Trading Strategies Library

Systematic trading strategies and price action patterns library in MQL5.

1 fileSystematic tradingMQL5
2017

Single photon source based on IFWM

Intermodal four wave mixing is implemented in order to generate single photons in the MIR.

3 filesQuantum opticsPhotonics
2016

Swinging Atwood's machine

Numerical and graphical simulation of the chaotic system with computation of the Lyapunov exponent.

3 filesChaos theoryLagrangian mechanics
2015

Modelling phototransduction and other biochemical networks

Phototransduction is modeled via the ODE-based version of IQMtools.

1 fileBiophysicsODE modelling